optimParallel: An R Package Providing a Parallel Version of the L-BFGS-B Optimization Method
optimParallel: An R Package Providing a Parallel Version of the L-BFGS-B Optimization Method
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DOI：
10.32614/rj-2019-030
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发表时间：
2019-06-01
期刊：
影响因子：
2.1
通讯作者：
Furrer, Reinhard
中科院分区：
文献类型：
--
作者：
Gerber, Florian;Furrer, Reinhard
R 包 optimParallel 提供了 optim() 的 L-BFGS-B 优化方法的并行版本。该包的主要函数是 optimParallel()，其用法和输出与 optim() 相同。使用 optimParallel() 可以显着减少优化时间，特别是当目标函数的评估时间较长并且没有可用的解析梯度时。我们介绍 R 包并说明其实现，它利用了 R 的词法作用域机制。
The R package optimParallel provides a parallel version of the L-BFGS-B optimization method of optim(). The main function of the package is optimParallel(), which has the same usage and output as optim(). Using optimParallel() can significantly reduce the optimization time, especially when the evaluation time of the objective function is large and no analytical gradient is available. We introduce the R package and illustrate its implementation, which takes advantage of the lexical scoping mechanism of R.